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<FONT face=Arial color=#0000ff
size=2>Guys,
<FONT face=Arial color=#0000ff
size=2>
"I"
did not arrive at .83 as optimal. I simply made the code posted earlier this
week a Function. It is obvious that optimizing the coefficient is in order. I
"Think" this was the point Dimitris was making. Changing your code from Param to
Optimize then running it against a basket of stocks over a period of time should
offer some interesting statistics.
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: HarveyHP
[mailto:harveyhp@xxxxxxx]Sent: Thursday, March 04, 2004 12:31
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Re: Tim Tillson's T3 Digital FilteringIs any one
coefficient better than another for all purposes? Tillson arrived at a
coefficient of 0.7 by optimising. Jayson didn't explain his
0.83. As a non-mathematical seat-of-the-pants player I used the
Param() function to vary the coefficient from 0.05 to 0.95, and Pds1 and
Pds2 for the two averages from 2 to 200. Hit Ctrl-R and click the
mouse pointer on the button to swing it from side to side, and you can see
how the curves change.HHP=======================At 02:51
AM 04/03/2004, you wrote:> > PS: I used Jayson“s coefficient
s=0.83. If there is any better> > suggestion, drop a
note.>>Dimitris,>>As I recall, Tim used 0.7 for the
coefficient and Steve changed this
to>0.618.>>Steve>>>>Send BUG
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